#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Math;
using Cephei.QL.Models;
namespace Cephei.QL.Legacy.Libormarketmodels
{
     // <summary> 
	// ! This class describes an extended linear-exponential volatility model  \f[ \sigma_i(t)=k_i*((a*(T_{i}-t)+d)*e^{-b(T_{i}-t)}+c) \f]  References:  Damiano Brigo, Fabio Mercurio, Massimo Morini, 2003, Different Covariance Parameterizations of Libor Market Model and Joint Caps/Swaptions Calibration, (<http://www.business.uts.edu.au/qfrc/conferences/qmf2001/Brigo_D.pdf>)
	// </summary>
    [Guid ("76874A94-31B9-4971-90BD-CA5F8514849A"),ComVisible(true)]
	public interface ILmExtLinearExponentialVolModel : Cephei.QL.Legacy.Libormarketmodels.ILmLinearExponentialVolatilityModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double IntegratedVariance(UInt64 i, UInt64 j, Double u, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Math.IArray> x);
        
		 Double Volatility(UInt64 i, Double t, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Math.IArray> x);
    }

    // <summary> 
	// ! This class describes an extended linear-exponential volatility model  \f[ \sigma_i(t)=k_i*((a*(T_{i}-t)+d)*e^{-b(T_{i}-t)}+c) \f]  References:  Damiano Brigo, Fabio Mercurio, Massimo Morini, 2003, Different Covariance Parameterizations of Libor Market Model and Joint Caps/Swaptions Calibration, (<http://www.business.uts.edu.au/qfrc/conferences/qmf2001/Brigo_D.pdf>) Factory
	// </summary>
   	[ComVisible(true)]
    public interface ILmExtLinearExponentialVolModel_Factory // : Collection_Factory<ILmExtLinearExponentialVolModel, ICell<ILmExtLinearExponentialVolModel>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    ILmExtLinearExponentialVolModel Create (Cephei.IVector<Double> fixingTimes, Double a, Double b, Double c, Double d);
    }
}

